Signature | Description | Parameters |
---|---|---|
#include <DataFrame/DataFrameFinancialVisitors.h> template<typename T, typename I = unsigned long> struct CoppockCurveVisitor; // ------------------------------------- template<typename T, typename I = unsigned long> using coppc_v = CoppockCurveVisitor<T, I>; |
This is a “single action visitor”, meaning it is passed the whole data vector in one call and you must use the single_act_visit() interface. The Coppock Curve is a long-term price momentum indicator used primarily to recognize major downturns and upturns in a stock market index. It is calculated as a 10-month weighted moving average of the sum of the 14-month rate of change and the 11-month rate of change for the index. It is also known as the "Coppock Guide." The Coppock formula was introduced in Barron's in 1962 by Edwin Coppock. The result is a vector of values with same number of items as the given column. The first roc_long items, in the result, will be NAN. explicit CoppockCurveVisitor(size_t roc_long = 14, size_t roc_short = 11, size_t wma_period = 10) |
T: Column data type I: Index type |
static void test_CoppockCurveVisitor() { std::cout << "\nTesting CoppockCurveVisitor{ } ..." << std::endl; typedef StdDataFrame<std::string> StrDataFrame; StrDataFrame df; try { df.read("data/SHORT_IBM.csv", io_format::csv2); coppc_v<double, std::string> copp; df.single_act_visit<double>("IBM_Close", copp); assert(copp.get_result().size() == 1721); assert(std::isnan(copp.get_result()[0])); assert(std::abs(copp.get_result()[14] - -0.051884971603) < 0.0000001); assert(std::abs(copp.get_result()[18] - -0.100660882748) < 0.0000001); assert(std::abs(copp.get_result()[25] - -0.124090378548) < 0.0000001); assert(std::abs(copp.get_result()[1720] - -0.219247796696) < 0.0000001); assert(std::abs(copp.get_result()[1712] - 0.0630742594051) < 0.0000001); assert(std::abs(copp.get_result()[1707] - 0.0766481878384) < 0.0000001); } catch (const DataFrameError &ex) { std::cout << ex.what() << std::endl; } }